A consistent nonparametric test of parametric regression functional form in fixed effects panel data models

DOI10.1016/j.jeconom.2013.08.014zbMath1293.62196OpenAlexW2016865788MaRDI QIDQ2512606

Zhongjian Lin, Yiguo Sun, Q. Li

Publication date: 7 August 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.08.014

zbMATH Keywords

bootstrapfixed effectspanel datanonparametric estimationconsistent test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)

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